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Commodity Prices in Empirical Research

  • Jean-François CarpantierEmail author
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Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 27)

Abstract

Commodity prices are key ingredients in many economic theories. We pick three of them (Prebisch–Singer hypothesis, commodity currencies, financialization of commodity markets) and give a critical view on the empirical challenges faced by practitioners, including measurement inconsistencies, endogeneity concerns, time series properties, and empirical design.

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Authors and Affiliations

  1. 1.Aix-Marseille School of EconomicsMarseilleFrance

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